题目
Consider a 7.75% semiannual coupon bond with a par value of $100 and four remaining coupons, which is trading at a yield of 8.375%. There are 74 days remaining in the current period that has a total of 182 days. The accrued coupon of this bond is closest to:
选项
A.1.59
B.2.30
C.3.18
D.4.57
答案
B
解析
Accrued coupon = (182 - 74)/182 × 7.75%/2 × 100 = 2.2995应计利息= (182 - 74)/182 × 7.75%/2 × 100 = 2.2995